Cumulative Prospect Theory, Myopic Loss Aversion and Momentum Crashes
Year of publication: |
2019
|
---|---|
Authors: | Docherty, Paul |
Other Persons: | Hurst, Gareth (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2485047 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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